+1,677.3%
NVDA vs QBTS
+61.8%
+1,615.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +0.9% |
| 7D | +5.9% | -2.4% | +8.3% | +6.0% |
| 30D | +5.1% | -22.5% | +27.6% | +6.5% |
| 3M | +5.4% | -40.0% | +45.4% | +7.9% |
| 6M | +26.0% | -12.3% | +38.3% | +25.3% |
| YTD | +23.7% | -36.6% | +60.3% | +24.7% |
| 1Y | +34.4% | +8.4% | +25.9% | +30.2% |
| 3Y | +375.8% | +1,380.4% | -1,004.6% | +279.5% |
| 5Y | +911.8% | +69.7% | +842.1% | +677.6% |
| All | +1,677.3% | +61.8% | +1,615.6% | +1,235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling